Choquet integral calculus on a continuous support and its applications

Mustapha Ridaoui () and Michel Grabisch
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Mustapha Ridaoui: CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique

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Abstract: In this paper, we give representation results about the calculation of the Choquet integral of a monotone function on the non negative real line. Next, we represent the Choquet integral of non monotone functions, by construction of monotone functions from non monotones ones, by using the increasing and decreasing rearrangement of a non monotone function. Finally, this paper is completed with some applications of these results to the continuous agregation operator OWA, and to the representation of risk measures by Choquet integral. .

Keywords: Choquet integral; distorted Lebesgue measure; risk measure; OWA operator; intégrale de Choquet; mesure de Lebesgue distordue; mesure de risque; opérateur OWA (search for similar items in EconPapers)
Date: 2016-11
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-01411987v1
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Citations: View citations in EconPapers (2)

Published in 2016

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Related works:
Working Paper: Choquet integral calculus on a continuous support and its applications (2016)
Working Paper: Choquet integral calculus on a continuous support and its applications (2016)
Working Paper: Choquet integral calculus on a continuous support and its applications (2016)
Working Paper: Choquet integral calculus on a continuous support and its applications (2016)
Working Paper: Choquet integral calculus on a continuous support and its applications (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-01411987

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